I'm running Mist on Windows, and I want to change the datadir because I'm running out of space on the C drive, but I want it to be on the actual Ethereum blockchain.
Will I run into trouble if I change the datadir?
No, you are free to change the data directory. It's just a place to store the blockchain, it doesn't mean that you would be on a different chain.
Changing the datadir, by using
--datadir is all OK.
Running Geth on the testnet is a different flag,
If you've been using Geth and have ether in your accounts, don't forget to backup all your keystore files before deleting the old datadir.